You could try the following:-
Private Sub Worksheet_BeforeDoubleClick(ByVal Target As Range, Cancel As Boolean)
Dim c As Range
If ActiveCell.Column = 1 Then
For Each c In Columns(1)
c.Interior.ColorIndex = xlNone
ActiveCell.Interior.ColorIndex = 8
The above code is based on Column A (or 1).
It will colour the active cell with colour index 8 (which I think is cyan) and will convert any other already coloured cell in Column A back to white (xlNone).
I hope that this helps.